Over 2018 to 2025 (8 years of data), NEEUSUSD has tended to move long between 24.07 and 18.08, closing higher in 87.5% of those years for an average +4.59% move and an annualized Sharpe of 2.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 18.08 | Long | 87.5% | +4.59% | 2.59 | 8 |
| 26.07 → 25.08 | Long | 87.5% | +4.59% | 2.55 | 8 |
| 27.07 → 25.08 | Long | 87.5% | +4.59% | 2.71 | 8 |
| 27.07 → 18.08 | Long | 87.5% | +4.55% | 3.10 | 8 |
| 26.07 → 18.08 | Long | 87.5% | +4.54% | 2.95 | 8 |
| 24.07 → 17.08 | Long | 87.5% | +4.51% | 2.58 | 8 |
| 24.07 → 19.08 | Long | 87.5% | +4.51% | 2.42 | 8 |
| 24.07 → 24.08 | Long | 87.5% | +4.51% | 2.22 | 8 |